On the stability of jump-linear systems driven by finite-state machines with Markovian inputs

This work presents two mean-square stability tests for a jump-linear system driven by a finite-state machine with a first-order Markovian input process. The first test is based on conventional Markov jump-linear theory and avoids the use of any higher-order statistics. The second test is developed directly using the higher-order statistics of the machine's output process. The two approaches are illustrated with a simple model for a recoverable computer control system.

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